Publication details
Behavior of Rank Tests and R-Estimates in Measurement Error Models
| Authors | |
|---|---|
| Year of publication | 2015 |
| Type | Article in Proceedings |
| Conference | Proceedings of the 19th European Young Statisticians Meeting |
| MU Faculty or unit | |
| Citation | |
| Field | General mathematics |
| Keywords | aligned rank tests; measurement error models; rank tests; R-estimates |
| Description | Behavior of rank tests and R-estimates in presence of measurement errors is studied. It is showed that rank tests of some hypotheses stay valid in measurement error models. The presence of measurement errors only decreases their power. Unlike that R-estimates in measurement error models are biased. Unfortunately this bias cannot be corrected without any knowledge of the distribution of measurement errors. |